I've been living in the mountains for 11 years of my childhood so this is a short opinion of living in the mountains as I haven't ever been to the beach yet (I was about to go to one in 2020 but Covid-19 made it impossible to do so)
In the mountains, you are exposed to mosquitoes, potential wildlife predators (if you're in a sparsely populated area where animals are habituating at), transportation vehicles are limited so calling for the emergency services would take much longer and other kinds of deliveries to your location would become expensive and quite time consuming, the living conditions in the mountains are quite challenging as you would need to be physically fit with a great pair of lungs to live up in the mountains as it gets hard to breathe and it is tiresome to go up and down an elevated surface